Questions tagged [parabolic-pde]

This tag is for questions relating to "Parabolic partial differential equation", are usually time dependent and represent diffusion-like processes. Solutions are smooth in space but may possess singularities. However, information travels at infinite speed in a parabolic system.

By analogy with the conic sections (ellipse, parabola and hyperbola) partial differential equations have been classified as elliptic, parabolic and hyperbolic. Mathematically, parabolic PDEs serve as a transition from the hyperbolic PDEs to the elliptic PDEs. Physically, parabolic PDEs tend to arise in time dependent diffusion problems, such as the transient flow of heat in accordance with Fourier's law of heat conduction.

Suppose that $~u = u(x, t)~$ satisfies the second order partial differential equation $$Au_{xx} + Bu_{xt} + Cu_{tt} + Du_x + Eu_t + F u = G$$ in which $~A, ~\cdots ,~ G~$ are given functions.

This equation is said to be parabolic if $~B^2 − 4AC = 0~$

The archetypal parabolic evolution equation is the “heat conduction” or “diffusion” equation: $$\frac{∂u}{∂t}=\frac{∂^2u}{∂x^2}\qquad \text{($1$-dimensional)}~,$$ or more generally, for $~κ > 0~$, $$\frac{∂u}{∂t}= ∇ · (κ ∇u)= κ ∇^2u \quad\text{($κ$ constant)}~,$$ In one dimension, $$\frac{∂u}{∂t}=κ~\frac{∂^2u}{∂x^2}~$$

Problems which are well-posed for the heat equation will be well-posed for more general parabolic equation.

Reference:

https://en.wikipedia.org/wiki/Parabolic_partial_differential_equation

486 questions
16
votes
0 answers

Regularity of parabolic PDEs for large $\lambda$

Let $\Omega$ be a sufficiently smooth domain, $T>0$, and $L$ be the following elliptic operator of the divergence form: $$Lu(t,x)=a^{ij}(t,x)u_{ij}(t,x),$$ such that $a^{ij}\in C([0,T]\times\bar{\Omega})$ and satisfies the uniform elliptic…
12
votes
1 answer

Uniqueness of the heat equation for initial data in $L^\infty$

For $1 \leq p < \infty$ and initial-data $u _ 0 \in L ^p ( \mathbb{R} ^d)$ due to P. Li (Uniqueness of $L^1$ solutions for the Laplace equation and the heat equation on Riemannian manifolds) there exists a unique solution $u$ of the heat equation…
9
votes
1 answer

Why should we give special attention to at most polynomially growing solutions of PDEs?

The equation \begin{gather} \frac{\partial u}{\partial t} (t,x) = \frac{1}{2} \text{Trace}[\sigma(x) \sigma(x) (\text{Hessian}_x u)(x,t)] + \langle \mu (x) , (\nabla_x u) (t,x) \rangle, \\ u(0,x) = \varphi(x), \end{gather} is called Kolmogorov…
8
votes
1 answer

Estimate the derivative of solutions of the heat equation

Consider $u$ solving the following heat equation \begin{cases} \partial_t u = \Delta u + f & \text{in } \mathbb R^2 \times \mathbb R^+, \\ u(\cdot, 0) = 0 & \text{in } \mathbb R^2, \end{cases} with $f \in L^\infty(\mathbb R^2 \times \mathbb R^+).$…
7
votes
1 answer

Are distributional (local) solutions to the heat equation smooth?

I have thought about this apparently simple problem. Question: Let $\Omega\subset \mathbb{R}_{x,y}^2$ be an open subset. Let's suppose we have $u\in\mathscr{D}'(\Omega)$ that satisfies $$ (\partial_y-\partial_x^2)u=0.$$ Is it true that $u\in…
7
votes
1 answer

Modified Energy Method for Transformed Fokker-Planck Equation (Tricky Integration by parts...)

I came across Villani's paper titled "Hypocoercive diffusion operators" and could not figure out a computation that is skipped in that paper. Specifically, consider the following transformed Fokker-Planck equation, where $h(t,x,v)$ is the unknown,…
7
votes
1 answer

$N$-dimensional Heat equation + BC's

Problem I have to solve the nonhomogeneous classic problem $$\left(P_{1}\right)\;\,\left\{ \begin{aligned} u_{t}\;-\; \Delta u\; &= \;f& &\textrm{on}\;\;\; \Omega\times\left(0,\,\infty\right) &\\ u\; &=\; 0 & &\textrm{on}\;\;\;…
7
votes
2 answers

Is it possible to solve a hyperbolic moving boundary problem?

J. L. Davies says in his book, "The basic principle in PDEs is that boundary value problems are associated with elliptic equations while initial value problems, mixed problems, and problems with radiation effects at boundaries are associated…
6
votes
0 answers

Gradient estimate of degenerate parabolic equation

Suppose $u : [0,1] \times [0,T] \to \mathbb{R}$, we consider the problem \begin{equation} \left\{\hspace{5pt}\begin{aligned} &\dfrac{\partial u}{\partial t} - a(x,t)x^2\partial_x^2 u - b(x,t)x\partial_x u - c(x,t) u= f(x,t)& \hspace{10pt} &\text{for…
6
votes
2 answers

Energy estimate for heat equation

Consider the following heat equation in a bounded smooth domain $D \subset \mathbb{R}^d$: \begin{align*} u_t -\triangle u &= f, \qquad (x,t) \in D \times (0,T)\\ \partial_n u &=0, \qquad (x,t) \in \partial D \times (0,T)\\ u(x,0)&=0, \qquad x \in…
6
votes
1 answer

Motivation for the fractional Sobolev spaces

I am strying studying on my own parabolic PDEs throughout the book "Linear and Quasi-linear Equations of Parabolic Type" by Vsevolod A. Solonnikov, Nina Uraltseva, Olga Ladyzhenskaya, but there is one thing that I do not understand: why we are…
6
votes
1 answer

Financial importance of the diffusion term in Black-Scholes partial differential equation

Consider the Black-Scholes equation $$\begin{equation}\label{eq3} \frac{\partial{V}}{\partial{t}}+\frac{1}{2}\sigma^2S^2\frac{\partial^2{V}}{\partial{S}^2}+(r-D)S \frac{\partial{V}}{\partial{S}}-rV=0,~~~~S\in…
6
votes
2 answers

How to transform a PDE into canonical form

Question: $$4U_{xx} +12U_{xy} +9U_{yy}=0$$ I would like to transform this pde into canonical form. I know that the pde is a parabolic type but I am unsure how to proceed with rewriting it without cross-derivatives.
6
votes
2 answers

Uniqueness of a parabolic-like PDE

Let $\Omega$ be a bounded open set in $\mathbb{R}^n$ and $0 < T < \infty$. Let $\Omega_T = \Omega \times (0, T]$. Given any functions $f, g, h$ show that \begin{equation} u_t - \Delta u + |Du|^2 + \sin(u) = f(x,t), \, (x,t) \in \Omega_T…
Bobo
  • 409
6
votes
1 answer

Continuity of PDE solutions with respect to coefficients

Suppose I have a PDE, for example the Fokker-Planck one, in which I am mostly interested: $$ \frac{\partial}{\partial t}u(x,t)=-\frac{\partial}{\partial x}(\mu(x,t)u(x,t))+\frac{1}{2}\frac{\partial^2}{\partial x^2}(D(x,t)u(x,t)). $$ Denote the…
1
2 3
32 33